GAAAX Mutual Fund Manager Performance Evaluation

GAAAX Fund  USD 24.12  0.01  0.0415%   
The fund retains a Market Volatility (i.e., Beta) of 0.0364, which attests to not very significant fluctuations relative to the market. Let's try to break down what GAAAX's beta means in this case. As returns on the market increase, GMO Opportunistic returns are expected to increase less than the market. However, during the bear market, the loss on holding GMO Opportunistic will be expected to be smaller as well. Although it is important to respect GMO Opportunistic Income current price history, it is better to be realistic regarding the information on the equity's current price movements. The approach towards determining future performance of any fund is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing GMO Opportunistic Income technical indicators, you can now evaluate if the expected return of 0.0649% will be sustainable into the future.
GAAAX Performance
8 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in GMO Opportunistic Income are ranked lower than 8 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly strong basic indicators, GMO Opportunistic is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.

GAAAX Price Channel

Fifty Two Week Low23.92
Fifty Two Week High26.02

GMO Opportunistic Relative Risk vs. Return Landscape

If you would invest  2,321  in GMO Opportunistic Income on November 6, 2022 and sell it today you would earn a total of  91.00  from holding GMO Opportunistic Income or generate 3.92% return on investment over 90 days. GMO Opportunistic Income is currently producing 0.0649% returns and takes up 0.6022% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than GAAAX, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Daily Expected Return (%)  
       Risk (%)  
Assuming the 90 days horizon GMO Opportunistic is expected to generate 2.05 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.83 times less risky than the market. It trades about 0.11 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.12 of returns per unit of risk over similar time horizon.

GMO Opportunistic Current Valuation

Today 24.12
Please note that GMO Opportunistic's price fluctuation is very steady at this time.
GMO Opportunistic Income retains a regular Real Value of $26.2 per share. The prevalent price of the fund is $24.12. At this time, the entity appears to be undervalued. We determine the value of GMO Opportunistic Income from analyzing fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point future time, mutual fund prices and their ongoing real values will come together.
Our valuation method for GMO Opportunistic Income is useful when determining the fair value of the GAAAX mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of GMO Opportunistic. Since GMO Opportunistic is currently traded on the exchange, buyers and sellers on that exchange determine the market value of GAAAX Mutual Fund. However, GMO Opportunistic's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
Real Value
Estimating the potential upside or downside of GMO Opportunistic Income helps investors to forecast how GAAAX mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of GMO Opportunistic more accurately as focusing exclusively on GMO Opportunistic's fundamentals will not take into account other important factors:
Band Projection (param)
LowerMiddle BandUpper
LowEstimated ValueHigh
Annual Dividend
LowIncome Per ShareHigh

GMO Opportunistic Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for GMO Opportunistic's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as GMO Opportunistic Income, and traders can use it to determine the average amount a GMO Opportunistic's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.1077

Good Returns
Average Returns
Small Returns
Negative Returns
Estimated Market Risk
  actual daily
 5 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 8 %
of total potential
Based on monthly moving average GMO Opportunistic is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of GMO Opportunistic by adding it to a well-diversified portfolio.

About GMO Opportunistic Performance

To evaluate GMO Opportunistic Income Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when GMO Opportunistic generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare GAAAX Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand GMO Opportunistic Income market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents GAAAX's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The fund invests primarily in securitized credit securities. GMO Opportunistic is traded on NASDAQ Exchange in the United States.

Things to note about GMO Opportunistic Income

Checking the ongoing alerts about GMO Opportunistic for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for GMO Opportunistic Income help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Please check Risk vs Return Analysis. Note that the GMO Opportunistic Income information on this page should be used as a complementary analysis to other GMO Opportunistic's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Global Correlations module to find global opportunities by holding instruments from different markets.

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Please note, there is a significant difference between GMO Opportunistic's value and its price as these two are different measures arrived at by different means. Investors typically determine GMO Opportunistic value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GMO Opportunistic's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.